EVENTS
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ISyE Statistics Seminar: See Title Under Abstract
GUEST LECTURER
Tiefeng Jiang
AFFILIATION
Department of Statistics, University of Minnesota
ABSTRACT
Title: Approximation of Haar Distributed Matrices and Limiting
Distributions of Eigenvalues of Jacobi Ensembles
Abstract: I will first present tools to approximate the entries of a large dimensional real and complex Jacobi ensembles with independent complex Gaussian random variables. Based on this, we obtain the Tracy-Widom law of the largest singular values of the Jacobi emsemble. Moreover, the circular law, the Marchenko-Pastur law, the central limit theorem, and the laws of large numbers for the spectral norms are also obtained.
Hosted by: Xiaoming Huo
DATE & TIME
Thursday, October 04, 2007 -- 11:00 AM
DURATION
1 hour
LOCATION
ISyE, Executive Classroom 228, Main
CONTACT PERSON
Xiaoming Huo
